The credit risk premium of Corporate Bond – The Analysis of Taiwan and U.S. bond markets
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 95 === In recent years corporate bond issuance and trading volume increased dramatically. Each corporate bond has different pricing due to credit ratings of the issuing corporation. In order to analyze the real market practice, this paper applies Duffee’s (1988) appr...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/80065059982777678587 |